E-mini NASDAQ-100 Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 2,775.75 2,776.25 0.50 0.0% 2,708.50
High 2,789.50 2,790.25 0.75 0.0% 2,748.50
Low 2,772.00 2,750.25 -21.75 -0.8% 2,700.25
Close 2,775.75 2,768.00 -7.75 -0.3% 2,728.75
Range 17.50 40.00 22.50 128.6% 48.25
ATR 28.69 29.50 0.81 2.8% 0.00
Volume 179,109 238,252 59,143 33.0% 1,084,085
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,889.50 2,868.75 2,790.00
R3 2,849.50 2,828.75 2,779.00
R2 2,809.50 2,809.50 2,775.25
R1 2,788.75 2,788.75 2,771.75 2,779.00
PP 2,769.50 2,769.50 2,769.50 2,764.75
S1 2,748.75 2,748.75 2,764.25 2,739.00
S2 2,729.50 2,729.50 2,760.75
S3 2,689.50 2,708.75 2,757.00
S4 2,649.50 2,668.75 2,746.00
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 2,870.50 2,848.00 2,755.25
R3 2,822.25 2,799.75 2,742.00
R2 2,774.00 2,774.00 2,737.50
R1 2,751.50 2,751.50 2,733.25 2,762.75
PP 2,725.75 2,725.75 2,725.75 2,731.50
S1 2,703.25 2,703.25 2,724.25 2,714.50
S2 2,677.50 2,677.50 2,720.00
S3 2,629.25 2,655.00 2,715.50
S4 2,581.00 2,606.75 2,702.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,790.25 2,710.75 79.50 2.9% 33.50 1.2% 72% True False 210,223
10 2,790.25 2,697.00 93.25 3.4% 29.00 1.0% 76% True False 219,807
20 2,790.25 2,569.75 220.50 8.0% 30.00 1.1% 90% True False 178,381
40 2,790.25 2,471.75 318.50 11.5% 27.25 1.0% 93% True False 89,240
60 2,790.25 2,309.00 481.25 17.4% 24.50 0.9% 95% True False 59,501
80 2,790.25 2,206.50 583.75 21.1% 22.75 0.8% 96% True False 44,627
100 2,790.25 2,153.75 636.50 23.0% 20.50 0.7% 97% True False 35,702
120 2,790.25 2,153.75 636.50 23.0% 17.75 0.6% 97% True False 29,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,960.25
2.618 2,895.00
1.618 2,855.00
1.000 2,830.25
0.618 2,815.00
HIGH 2,790.25
0.618 2,775.00
0.500 2,770.25
0.382 2,765.50
LOW 2,750.25
0.618 2,725.50
1.000 2,710.25
1.618 2,685.50
2.618 2,645.50
4.250 2,580.25
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 2,770.25 2,765.25
PP 2,769.50 2,762.50
S1 2,768.75 2,759.50

These figures are updated between 7pm and 10pm EST after a trading day.

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